+41.2%
GDX vs TW
-14.0%
+55.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.6% |
| 7D | -5.4% | -2.7% | -2.7% | -6.0% |
| 30D | +6.6% | -1.7% | +8.3% | +6.2% |
| 3M | +30.1% | +1.6% | +28.5% | +30.6% |
| 6M | -7.1% | -17.7% | +10.6% | -9.4% |
| YTD | +12.0% | -4.3% | +16.3% | +12.6% |
| 1Y | +41.2% | -13.1% | +54.3% | +41.8% |
| All | +41.2% | -14.0% | +55.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling